+48.3%
CME vs CORZ
+225.9%
-177.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.9% |
| 7D | -0.6% | +7.6% | -8.3% | -0.5% |
| 30D | +4.7% | -6.9% | +11.6% | +4.6% |
| 3M | +7.8% | -33.0% | +40.9% | +7.4% |
| 6M | -11.0% | +19.3% | -30.3% | -10.9% |
| YTD | +4.0% | +24.2% | -20.2% | +4.1% |
| 1Y | +9.1% | +24.5% | -15.4% | +9.2% |
| All | +48.3% | +225.9% | -177.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CORZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling